Do you mean that when you double-click on a .pl file, or right click and select Open, then you get a momentary DOS window? That behavior, though surprising, is normal. Unless the perl script brings up a UI when executed (say, by using Perl/Tk), or unless you invoke the script from a command line (by typing), this is what you see.

Another option is to configure a text editor like UltraEdit (http://www.ultraedit.com) to execute perl scripts and capture the output either a new editor window or in the editor's special output window. This is a handy way to develop, since you can edit the script, push a button, and see error messages or output.